Hubby and Son did that 10 yr.s or so between 2 little rooms, Son made a closet also and now I have a bigger sewing room, not very big but bigger than I had. It would have been a bigger room without the closet but, I couldn't live without the closet. Good for you.
If it is a load bearing wall you should be okay as long as you leave most of the wall, otherwise you will need someone to put up some post to support the roof and/or upper floor and roof.
Not all walls can be removed.